Skip to main content
V-Lab

Morguard Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.48% (-0.84%)
Analysis last updated: Saturday, February 7, 2026 at 01:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Morguard Corp S0GARCH
paramt-stat
ω2.14577.25
α0.13268.38
β0.743524.67
γ1-0.0185-0.44
γ20.10491.50
γ3-0.2018-3.79
γ40.24315.56
γ5-0.2232-6.66
γ60.12223.53
γ70.01430.40
γ8-0.1018-2.75
γ90.09143.33
Estimation Period:
Jan 9, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts